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Black-Scholes European Option Pricing & Greeks Engine
Analytical Call/Put pricing model, Delta, Gamma, Vega, Theta & Rho sensitivity metrics
Derivatives Finance
Option Contract Parameters
Underlying Asset Price S ($)
Strike Price K ($)
Time to Expiration T (Years)
Volatility $\sigma$ (% annual)
Risk-Free Rate r (% annual)
Theoretical Fair Values
CALL PRICE
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PUT PRICE
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First & Second Order Greeks
DELTA (Δ)
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GAMMA (Γ)
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VEGA (ν)
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THETA (Θ)
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RHO (ρ)
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